Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47933.24 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46538.34 Kr¶

PnL: ---------------------------------------> -350.23 Kr¶

DD now: ---------------------------------> -1.433 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:24:37.848735'

Anic Portfolio¶

Today¶

Return: 0.464 %¶

This Week¶

Return: 0.841 %¶

Total¶

Return: 56.921 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.980000 2842.000000 206.000000 7.810000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.090000 433.600000 78.600000 22.140000 355.000000
Corem Property Group B 59 -1.420000 653.130000 76.130000 13.190000 576.999999
SAAB B 8 1.180000 3434.400000 57.400000 1.700000 3377.000000
Boozt 12 0.280000 1711.200000 57.200000 3.460000 1653.999996
HMS Networks 2 -0.220000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 0.480000 548.800000 21.800000 4.140000 527.000000
Coor Service Management Hold. 8 0.290000 548.400000 16.400000 3.080000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
Norva24 Group 16 2.010000 552.960000 9.960000 1.830000 543.000000
AcadeMedia 12 0.730000 564.720000 7.720000 1.390000 557.000004
Resurs Holding 22 -0.080000 578.160000 4.160000 0.720000 573.999998
Swedbank A 3 1.500000 567.450000 3.450000 0.610000 564.000000
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -1.810000 538.200000 2.200000 0.410000 536.000004
Handelsbanken A 5 0.320000 545.750000 -0.250000 -0.050000 546.000000
Securitas B 6 -0.060000 569.040000 -0.960000 -0.170000 570.000000
Creaspac SPAC 6 -0.410000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Nordea Bank Abp 29 0.070000 3451.580000 -2.420000 -0.070000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.300000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.550000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 0.400000 3602.300000 -153.700000 -4.090000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46539.510000 -349.060000 -1.43015% 46888.564618

Updated:¶

'2023-01-18 13:24:20.651694'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶